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scientific article; zbMATH DE number 2238086 - MaRDI portal

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Publication:5713268

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zbMath1086.60034MaRDI QIDQ5713268

Maria Letizia Guerra, Laerte Sorini

Publication date: 13 December 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical methods step size control Euler scheme Milstein scheme Kloeden-Platen scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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